I learned that it helps to iterate and expand a story's universe, in an attempt to seek out perhaps better ways of expressing an idea or a theme. Oftentimes, I found that my initial plan was not the most appropriate one and that I had found better ways of conveying the stuff in another manner or through some other story.
Actually, I'll go and make an example of Radioelf, a series of shorts I had written:
1) The original idea: ideal futuristic society where everything is neat and clean. Conflict arises from friction between megacorporations and protagonists work undercover to peacefully resolve these conflicts.
2) First iteration (NaNoWriMo 2007.) I write up a few chapters, one in particular that involves a protagonist briefly traveling several thousand years forward in time and seeing an almost singularized community of radioelves and computers.
3) Radioelf Release. I write up something that describes life after the technological singularity. I find that I like the style, the tone and the overall look and feel much more than my more traditional and first approach to Radioelf.
4) Radioelf Release becomes a series, as I begin to write more shorts based on the same idea. By now, I much prefer Release to the first iteration of Radioelf.
5) Revised idea: split the Radioelf verse into two parts, one of them being a small section that details life in a traditional manner with some social and political situations thrown in, and gradually introduces the reader to more esoteric lifestyles, to the point where things break down into a massive ignorance of the common laws of physics.
In truth, I think I've come to the conclusion that speculative fiction requires speculation at a technical level as well... that one's got to speculate on the speculation itself. In my case, I somewhat discovered the world I was imagining as I was writing it up.
Also, in the end, I realized that I was trying to do a novel when I in fact ended up with a number of slightly more self-contained shorts instead of chapters. I figure, that's how the story went in practice and I don't have any complaints about it. It wasn't on the original goal, but goals can be changed.